Abstract
Bifurcating autoregressive processes are used to model each line of descent in a binary tree as a standard AR( p) process, allowing for correlations between nodes which share the same parent. Limit distributions of the least-squares estimators of the model parameters for a pth-order bifurcating autoregressive process (BAR( p)) are derived. An application to bifurcating integer-valued autoregression is given. A Poisson bifurcating model is introduced.
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